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Credit Suisse S&P MLP Index ETN Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, November 8, 2023 at 12:14 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Credit Suisse S&P MLP Index ETN SGARCH
paramt-stat
ω0.73581.39
α0.07042.22
β0.859512.68
γ1-1.1875-0.32
γ24.66390.87
γ3-7.2184-2.27
γ45.23032.01
γ5-1.5299-0.79
γ60.20470.10
Estimation Period:
Dec 4, 2014 to Nov 3, 2023
Impact of return on volatility tomorrow
Volatility Forecasts